After being removed from the Hess case, Molly investigates the original car crash and the frozen man in the woods, and learns he was dragged from his workplace in Saint Paul by Malvo, allegedly because the man had a massive gambling debt. She obtains a still from the building's security cameras showing the abduction, but Malvo's face is partially obscured. Lester returns to work and calls on Gina Hess, Sam's widow, about his life insurance policy. She unexpectedly starts flirting with him in an attempt to get more money, unaware that Mr. Wrench and Mr. Numbers are watching from outside. Convinced he killed Hess, they later visit Lester's office and threaten him, but leave when Molly unexpectedly arrives. Molly claims that she is interested in a life insurance policy and "accidentally" shows Lester the abduction photo containing Malvo's face. Lester's reaction convinces her that he recognizes Malvo.
Molly tells Bill Oswalt about her visit to Lester, but he is only more upset that Molly is still harassing Lester. Meanwhile, Malvo informs Don Chumph, the fitness instructor for Stavros's wife, that he knows he is the blackmailer. Malvo takes over the blackmail scheme and torments Stavros by exploiting his extreme religious beliefs. He kills Stavros' dog, replaces his pain medication with Adderall, and sabotages the plumbing system, causing pig blood to flow out of the shower.
Gus finally tells his angry superior that he let Malvo off with a warning for speeding, and he is sent to Bemidji to inform their police department. He meets Molly for the first time and after seeing him with Greta, she invites them over to her father's restaurant where they share a friendly conversation.
- Christianity Is Catholic: Both Averted and Played Straight. Stavros Milos is Eastern Orthodox. However, he associates with Saint Lawrence of Rome, and has a stained glass image of St. Lawrence, which is far more Catholic than Orthodox. Also, a Latin litany chant can be heard towards the end of the episode, where one might have expected a chant in Greek.
- Dead Animal Warning: Malvo kills Stavros' dog and leaves behind a Cut-and-Paste Note with the demand for an even bigger ransom.
- Even Evil Has Loved Ones: Stavros Milos has been shown to be an asshole since his introduction in the last episode, but he genuinely loved his dog, and claims that his wife, as bitter as the two of them are, has a heart.
- Flashback: The episode opens by showing how Phil McCormick ended up in Malvo's trunk.
- Hypocritical Humor: The female coworker of McCormick's.Male co-worker: I heard he, like, slept with a 13-year-old girl.Female co-worker: For Pete's sake, Bob! Don't spread rumors about the poor man. No, it was gambling, for sure.
- I Have a Family: Phil McCormick pulls this one on Malvo. To no avail.
- Match Cut: To Phil McCormick frozen face from the time he was still alive at the woods.
- Noodle Incident: The Sioux Falls massacre that marked the climax of the show's second season is first referenced here by Schmidt and later Lou.
- Sex for Services: Gina tries advancing on Lester in an effort to speed up her insurance payout, but her sons kill the mood before it goes anywhere.
- Slashed Throat: The manner in which Malvo kills Milos' dog.
- Too Much Information: Molly's giddy friend tells her about the time where her a spider planted eggs in her boyfriend's neck and they hatched during a night of intercourse. Molly later retells this story to Gus and his daughter, omitting the part about the sex.
- Zombie Apocalypse: Discussed by Malvo's one-time drug dealer, who sells a "zombie pack" in the event of an apocalypse.